I like this idea a lot. I don't like that I've gotten used to the inconvenience of importing math and re in Python. It shouldn't be that hard to use trig functions!
I briefly thought about a static analyzer that would do any necessary imports when the code is first loaded into the interpreter, but there seem too many ways that could get complicated. I agree loading a library on first use is a good way to go.
Not even a whole library -- just the specific functions that you're using. (Think of all those times you've done `import math` just for the bloody sqrt!)